perp_spot_basis_convergence_long_v3 · strategy

closed trades

49%

win rate

-35.50

total pnl ($)

1.082

weight

7d window — n=10 wr=50% pnl=-14.57 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 57 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-21 05:55	BTC	Buy	63651.2→64213.8	+3.96	timeout
06-20 08:45	BTC	Buy	62636.1→63419.8	+5.69	timeout
06-18 15:40	BTC	Buy	64326.2→62743.5	-12.45	stop_loss
06-17 08:44	BTC	Buy	66499.3→64864.3	-12.76	stop_loss
06-17 03:55	BTC	Buy	66061.3→65791.7	-2.54	timeout
06-16 21:54	BTC	Buy	66385.3→65746.7	-5.36	timeout
06-16 14:23	BTC	Buy	67116.4→65464	-12.84	stop_loss
06-16 09:40	BTC	Buy	65539.3→66618.7	+7.79	timeout
06-16 03:34	BTC	Buy	65703.3→66011.7	+1.92	timeout
06-15 21:25	BTC	Buy	64859.2→66481.7	+12.00	timeout
06-15 13:25	BTC	Buy	64079.2→66895.7	+21.55	take_profit
06-15 09:10	BTC	Buy	64437.2→65683.7	+9.23	timeout
06-15 03:07	BTC	Buy	64477.2→65547.7	+7.82	timeout
06-14 21:08	BTC	Buy	64262.2→63993.8	-2.56	timeout
06-14 15:03	BTC	Buy	64188.2→64088.8	-1.23	timeout
06-14 08:58	BTC	Buy	63800.2→64425.8	+4.40	timeout
06-14 03:07	BTC	Buy	63705.2→64470.8	+5.58	timeout
06-13 21:02	BTC	Buy	63468.2→64283.8	+5.95	timeout
06-13 14:58	BTC	Buy	63925.2→64199.8	+1.66	timeout
06-13 08:50	BTC	Buy	63393.2→63816.8	+2.81	timeout
06-13 02:59	BTC	Buy	63582.2→63628.8	-0.09	timeout
06-12 21:08	BTC	Buy	63455.2→63506.8	-0.07	timeout
06-12 15:01	BTC	Buy	62556.1→64142.8	+12.15	timeout
06-12 08:52	BTC	Buy	62906.1→63399.8	+3.40	timeout
06-12 02:47	BTC	Buy	62008.1→63585.8	+12.18	timeout
06-11 20:44	BTC	Buy	61825.1→63262.8	+11.04	timeout
06-11 14:32	BTC	Buy	61856.1→62941.9	+8.23	timeout
06-11 08:17	BTC	Buy	61681.1→62778.9	+8.31	timeout
06-10 17:53	BTC	Buy	61654.1→61845.9	+1.06	timeout
06-09 15:56	BTC	Buy	62584.1→61045.4	-12.77	stop_loss
06-09 14:30	BTC	Buy	63010.2→61460.2	-12.76	stop_loss
06-09 14:17	BTC	Buy	63366.2→61803	-12.79	stop_loss
06-09 14:16	BTC	Buy	63452.2→61891.9	-12.75	stop_loss
06-09 11:45	BTC	Buy	63631.2→62604.9	-8.46	timeout
06-09 05:41	BTC	Buy	62391.1→63394.8	+7.57	timeout
06-08 23:35	BTC	Buy	63134.2→63062.8	-1.04	timeout
06-08 17:43	BTC	Buy	62293.1→63270.8	+7.29	timeout
06-08 11:36	BTC	Buy	62541.1→63699.8	+8.79	timeout
06-08 05:31	BTC	Buy	61777.1→62667.9	+6.76	timeout
06-07 22:14	BTC	Buy	60688→63353.8	+21.52	take_profit
06-07 17:30	BTC	Buy	60667→62234.9	+12.48	timeout
06-07 11:12	BTC	Buy	60655→62487.9	+14.68	timeout
06-07 05:05	BTC	Buy	59930→61775.9	+14.97	timeout
06-06 15:15	BTC	Buy	60497→60547	-0.03	timeout
06-06 04:12	BTC	Buy	61724.1→60201.9	-12.79	stop_loss
06-05 13:52	BTC	Buy	62588.1→61046.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	63004.2→61454.2	-12.75	stop_loss
06-05 06:22	BTC	Buy	62890.1→61343.2	-12.69	stop_loss
06-05 06:01	BTC	Buy	63717.2→62148.8	-12.73	stop_loss
06-05 05:59	BTC	Buy	63784.2→62214.8	-12.71	stop_loss
06-04 09:27	BTC	Buy	64416.2→62832.4	-12.74	stop_loss
06-04 00:26	BTC	Buy	65236.3→63632	-12.74	stop_loss
06-03 20:55	BTC	Buy	66512.3→64876.3	-12.80	stop_loss
06-03 19:55	BTC	Buy	66812.3→65168.1	-12.77	stop_loss
06-03 19:55	BTC	Buy	66916.3→65271.1	-12.78	stop_loss
06-03 03:43	BTC	Buy	67568.4→65906.7	-12.75	stop_loss
06-02 12:17	BTC	Buy	70967.5→69221.9	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-35.50

total pnl ($)

-12.1 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	57	49%	-12.1	-35.50

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…